All indices were assigned a value of 1000.0 as of December 31, 1993.
HIMI Index Values 2003-12-31 | |||||||
Index | Closing Value (Total Return) | Issues | Mean Credit Quality | Median YTW | Median DTW | Median Daily Trading | Mean Current Yield |
Ratchet | 1,374.1 | 1 | 2.00 | 2.94% | 19.9 | 65M | 2.96% |
FixedFloater | 2,154.8 | 8 | 2.00 | 2.88% | 18.2 | 75M | 5.21% |
Floater | 1,921.9 | 6 | 2.00 | 3.19% | 18.7 | 99M | 3.48% |
OpRet | 1,715.8 | 27 | 1.45 | 3.70% | 3.6 | 96M | 4.49% |
SplitShare | 1,698.6 | 12 | 1.75 | 3.87% | 3.2 | 44M | 5.54% |
Interest-Bearing | 2,091.2 | 9 | 2.00 | 4.39% | 0.8 | 123M | 7.59% |
Perpetual-Premium | 1,347.6 | 32 | 1.68 | 4.84% | 5.8 | 156M | 5.44% |
Perpetual-Discount | 1,551.9 | 0 | 0 | 0 | 0 | 0 | 0 |